//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of money, credit and banking : JMCB"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Vector autoregressive model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
VAR model
45
VAR-Modell
45
Schock
24
Shock
24
USA
17
United States
17
Geldpolitik
16
Monetary policy
16
Estimation
15
Schätzung
15
Theorie
11
Theory
11
Inflation
8
Business cycle
7
Konjunktur
7
Bayes-Statistik
6
Bayesian inference
6
Bruttoinlandsprodukt
6
Gross domestic product
6
Volatility
6
Volatilität
6
Dynamic equilibrium
5
Dynamisches Gleichgewicht
5
EU countries
5
EU-Staaten
5
Forecasting model
4
Geldpolitische Transmission
4
Großbritannien
4
Japan
4
Monetary transmission
4
Prognoseverfahren
4
Risiko
4
Risk
4
Time series analysis
4
United Kingdom
4
Welt
4
World
4
Zeitreihenanalyse
4
stochastic volatility
4
Euro area
3
more ...
less ...
Online availability
All
Undetermined
6
Free
2
Type of publication
All
Article
45
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Bibliografie enthalten
1
Bibliography included
1
Language
All
English
45
Author
All
Mumtaz, Haroon
4
Eickmeier, Sandra
2
Gambetti, Luca
2
Lanne, Markku
2
Matheron, Julien
2
Peersman, Gert
2
Abbate, Angela
1
Avouyi-Dovi, Sanvi
1
Belongia, Michael T.
1
Benati, Luca
1
Born, Benjamin
1
Bouakez, Hafedh
1
Brunner, Allan D.
1
Buch, Claudia M.
1
Canova, Fabio
1
Carriero, Andrea
1
Chang, Yongsung
1
Cover, James Peery
1
D'Agostino, Antonello
1
Dave, Chetan
1
Doh, Taeyoung
1
Dressler, Scott J.
1
Dées, Stéphane
1
Elder, John
1
Enders, Walter
1
Evans, Charles
1
Farrant, Katie
1
Forni, Mario
1
Fratzscher, Marcel
1
Fève, Patrick
1
Gambacorta, Leonardo
1
Havránek, Tomáš
1
Hofmann, Boris
1
Horváth, Roman
1
Hueng, C. James
1
Ireland, Peter N.
1
Itō, Takatoshi
1
Iwata, Shigeru
1
Jang, Kyungho
1
Jo, Soojin
1
more ...
less ...
Published in...
All
Journal of money, credit and banking : JMCB
Applied economics
193
Economic modelling
193
Working paper
179
Working paper series / European Central Bank
177
Economics letters
165
Energy economics
157
Discussion paper / Centre for Economic Policy Research
154
CESifo working papers
137
Journal of international money and finance
126
Journal of econometrics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
CAMA working paper series
112
IMF working papers
112
Journal of economic dynamics & control
99
Working paper / National Bureau of Economic Research, Inc.
90
International journal of forecasting
89
Journal of macroeconomics
86
Applied economics letters
85
NBER working paper series
85
ECB Working Paper
83
Macroeconomic dynamics
79
Discussion papers / CEPR
76
Journal of applied econometrics
75
International Journal of Energy Economics and Policy : IJEEP
73
NBER Working Paper
69
Discussion papers / Deutsches Institut für Wirtschaftsforschung
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Journal of monetary economics
68
Discussion paper
67
International review of economics & finance : IREF
67
The North American journal of economics and finance : a journal of financial economics studies
60
Working paper series
52
Finance research letters
48
IMF Working Paper
48
Journal of forecasting
48
European economic review : EER
47
Journal of banking & finance
47
Working papers
46
Working paper / Norges Bank
45
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
45
of
45
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Nonlinear transmission of financial shocks : some new evidence
Forni, Mario
;
Gambetti, Luca
;
Maffei-Faccioli, Nicolò
; …
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
1
,
pp. 5-33
Persistent link: https://www.econbiz.de/10014483200
Saved in:
2
Changing impact of shocks : a time-varying proxy svar approach
Mumtaz, Haroon
;
Petrova, Katerina
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 635-654
Persistent link: https://www.econbiz.de/10014306066
Saved in:
3
Population aging and international monetary transmission
Kim, Myunghyun
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
1
,
pp. 279-304
Persistent link: https://www.econbiz.de/10014483213
Saved in:
4
The time-varying response of hours worked to a productivity shock
Li, Huachen
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
7
,
pp. 1907-1935
Persistent link: https://www.econbiz.de/10014436110
Saved in:
5
News shocks, business cycles, and the disinflation puzzle
Bouakez, Hafedh
;
Kemoe, Laurent
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
8
,
pp. 2115-2151
Persistent link: https://www.econbiz.de/10014436139
Saved in:
6
Heterogeneity in euro area monetary policy transmission : results from a large multicountry BVAR model
Mandler, Martin
;
Scharnagl, Michael
;
Volz, Ute
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
2/3
,
pp. 627-649
Persistent link: https://www.econbiz.de/10013167491
Saved in:
7
Expectation-driven cycles and the changing dynamics of unemployment
D'Agostino, Antonello
;
Mendicino, Caterina
;
Puglisi, …
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
7
,
pp. 2173-2191
Persistent link: https://www.econbiz.de/10013466627
Saved in:
8
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
9
House prices and government spending shocks
Khan, Hashmat
;
Reza, Abeer
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
6
,
pp. 1247-1271
Persistent link: https://www.econbiz.de/10011946596
Saved in:
10
The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Abbate, Angela
;
Eickmeier, Sandra
;
Lemke, Wolfgang
; …
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
4
,
pp. 573-601
Persistent link: https://www.econbiz.de/10011615515
Saved in:
11
Money and output : Friedman and Schwartz revisited
Belongia, Michael T.
;
Ireland, Peter N.
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
6
,
pp. 1223-1266
Persistent link: https://www.econbiz.de/10011707922
Saved in:
12
The impact of uncertainty shocks under measurement error : a proxy SVAR approach
Carriero, Andrea
;
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of money, credit and banking : JMCB
47
(
2015
)
6
,
pp. 1223-1238
Persistent link: https://www.econbiz.de/10011345073
Saved in:
13
Credit indicators as predictors of economic activity : a real-time VAR analysis
Kishor, N. Kundan
;
Koenig, Evan F.
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
2/3
,
pp. 545-564
Persistent link: https://www.econbiz.de/10010464063
Saved in:
14
The effects of oil price uncertainty on global real economic activity
Jo, Soojin
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
6
,
pp. 1113-1135
Persistent link: https://www.econbiz.de/10010466643
Saved in:
15
The effectiveness of unconventional monetary policy at the zero lower bound : a cross-country analysis
Gambacorta, Leonardo
;
Hofmann, Boris
;
Peersman, Gert
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
4
,
pp. 615-642
Persistent link: https://www.econbiz.de/10010466747
Saved in:
16
Macroeconomic factors and microlevel bank behavior
Buch, Claudia M.
;
Eickmeier, Sandra
;
Prieto, Esteban
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
4
,
pp. 715-751
Persistent link: https://www.econbiz.de/10010466885
Saved in:
17
Fiskal stimulus in times of high debt : reconsidering multipliers and twin deficits
Nickel, Christiane
;
Tudyka, Andreas
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
7
,
pp. 1313-1344
Persistent link: https://www.econbiz.de/10010468728
Saved in:
18
Asset prices, news shocks, and the trade balance
Fratzscher, Marcel
;
Straub, Roland
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
7
,
pp. 1211-1251
Persistent link: https://www.econbiz.de/10010197469
Saved in:
19
How to solve the price puzzle? : a meta-analysis
Rusnak, Marek
;
Havránek, Tomáš
;
Horváth, Roman
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10009715116
Saved in:
20
Alternative maximum likelihood estimation of structural vector autoregressive models partially identified with short-run restrictions
Jang, Kyungho
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
2/3
,
pp. 465-476
Persistent link: https://www.econbiz.de/10009759303
Saved in:
21
The impact of the volatility of monetary policy shocks
Mumtaz, Haroon
;
Zanetti, Francesco
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
4
,
pp. 535-558
Persistent link: https://www.econbiz.de/10009759999
Saved in:
22
The bank lending channel : a FAVAR analysis
Dave, Chetan
;
Dressler, Scott J.
;
Zhang, Lei
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
8
,
pp. 1705-1720
Persistent link: https://www.econbiz.de/10010344561
Saved in:
23
Government spending shocks in quarterly and annual time series
Born, Benjamin
;
Müller, Gernot J.
- In:
Journal of money, credit and banking : JMCB
44
(
2012
)
2/3
,
pp. 507-517
Persistent link: https://www.econbiz.de/10009575284
Saved in:
24
Putting the new Keynesian DSGE model to the real-time forecasting test
Kolasa, Marcin
;
Rubaszek, Michał
;
Skrzypczyński, Paweł
- In:
Journal of money, credit and banking : JMCB
44
(
2012
)
7
,
pp. 1301-1324
Persistent link: https://www.econbiz.de/10009693643
Saved in:
25
Does inflation adjust faster to aggregate technology shocks than to monetary policy shocks?
Paciello, Luigi
- In:
Journal of money, credit and banking : JMCB
43
(
2011
)
8
,
pp. 1663-1684
Persistent link: https://www.econbiz.de/10009388983
Saved in:
26
Identifying discretionary fiscal policy reactions with real-time data
Kalckreuth, Ulf von
;
Wolff, Guntram B.
- In:
Journal of money, credit and banking : JMCB
43
(
2011
)
6
,
pp. 1271-1285
Persistent link: https://www.econbiz.de/10009349325
Saved in:
27
Disinflation shocks in the eurozone : a DSGE perspective
Fève, Patrick
;
Matheron, Julien
;
Sahuc, Jean-Guillaume
- In:
Journal of money, credit and banking : JMCB
42
(
2010
)
2/3
,
pp. 289-323
Persistent link: https://www.econbiz.de/10003962312
Saved in:
28
Identification of New Keynesian Phillips curves from a global perspective
Dées, Stéphane
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
; …
- In:
Journal of money, credit and banking : JMCB
41
(
2009
)
7
,
pp. 1481-1502
Persistent link: https://www.econbiz.de/10003887194
Saved in:
29
The transmission of international shocks : a factor-augmented VAR approach
Mumtaz, Haroon
;
Surico, Paolo
- In:
Journal of money, credit and banking : JMCB
41
(
2009
),
pp. 71-100
Persistent link: https://www.econbiz.de/10003807806
Saved in:
30
Fundamental economic shocks and the macroeconomy
Evans, Charles
;
Marshall, David Aaron
- In:
Journal of money, credit and banking : JMCB
41
(
2009
)
8
,
pp. 1515-1555
Persistent link: https://www.econbiz.de/10003907139
Saved in:
31
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
6
,
pp. 1131-1149
Persistent link: https://www.econbiz.de/10003745912
Saved in:
32
The structural dynamics of US output and inflation : what explains the changes?
Gambetti, Luca
;
Pappa, Euē
;
Canova, Fabio
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
2/3
,
pp. 369-388
Persistent link: https://www.econbiz.de/10003678918
Saved in:
33
The "great moderation" in the United Kingdom
Benati, Luca
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
1
,
pp. 121-147
Persistent link: https://www.econbiz.de/10003636057
Saved in:
34
Exchange rate changes and inflation in post-crisis Asian economies : vector autoregression analysis of the exchange rate pass-through
Itō, Takatoshi
;
Satō, Kiyotaka
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
7
,
pp. 1407-1438
Persistent link: https://www.econbiz.de/10003761416
Saved in:
35
Technology shocks and monetary policy : revisiting the Fed's performance
Avouyi-Dovi, Sanvi
;
Matheron, Julien
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
2/3
,
pp. 471-507
Persistent link: https://www.econbiz.de/10003469704
Saved in:
36
Non-stationary hours in a DSGE model
Chang, Yongsung
;
Doh, Taeyoung
;
Schorfheide, Frank
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
6
,
pp. 1357-1373
Persistent link: https://www.econbiz.de/10003537765
Saved in:
37
Is the exchange rate a shock absorber or a source of shocks? : New empirical evidence
Farrant, Katie
;
Peersman, Gert
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10003343669
Saved in:
38
Macro factors and the affine term structure of interest rates
Wu, Tao
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
7
,
pp. 1847-1876
Persistent link: https://www.econbiz.de/10003386770
Saved in:
39
Using the aggregate demand-aggregate supply model to identify structural demand-side and supply-side shocks : results using a bivariate VAR
Cover, James Peery
;
Enders, Walter
;
Hueng, C. James
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
3
,
pp. 777-790
Persistent link: https://www.econbiz.de/10003328455
Saved in:
40
What macroeconomic risks are (not) shared by international investors?
Iwata, Shigeru
;
Wu, Shu
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
6
,
pp. 1121-1142
Persistent link: https://www.econbiz.de/10003262823
Saved in:
41
Another perspective on the effects of inflation uncertainty
Elder, John
- In:
Journal of money, credit and banking : JMCB
36
(
2004
)
5
,
pp. 911-928
Persistent link: https://www.econbiz.de/10002436656
Saved in:
42
The effects of monetary policy in Japan
Miyao, Ryuzo
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
2
,
pp. 376-392
Persistent link: https://www.econbiz.de/10001686029
Saved in:
43
The relative forecasting performance of the divisia and simple sum monetary aggregates
Schunk, Donald L.
- In:
Journal of money, credit and banking : JMCB
33
(
2001
)
2,1
,
pp. 272-283
Persistent link: https://www.econbiz.de/10001580156
Saved in:
44
Variability in the effects of monetary policy on economic activity
Wong, Ka-fu
- In:
Journal of money, credit and banking : JMCB
32
(
2000
)
2
,
pp. 179-198
Persistent link: https://www.econbiz.de/10001476820
Saved in:
45
On the derivation of monetary policy shocks : should we throw the VAR out with the bath water?
Brunner, Allan D.
- In:
Journal of money, credit and banking : JMCB
32
(
2000
)
2
,
pp. 254-279
Persistent link: https://www.econbiz.de/10001476832
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->